Exact solutions to first-passage problems for jump-diffusion processes.

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Bibliographic Details
Title:	Exact solutions to first-passage problems for jump-diffusion processes.
Authors:	LEFEBVRE, Mario¹ mlefebvre@polymtl.ca
Source:	Bulletin of the Polish Academy of Sciences: Mathematics. 2024, Vol. 72 Issue 1, p81-95. 15p.
Database:	Mathematics Source

Description
ISSN:	02397269
DOI:	10.4064/ba190812-11-6